There used to be "space dwarfs" in 40K I think they were called squats. Also I think there is some some 40k novel that suggest that the Gods in Warhammar fantasy such as Sigmar was a space marine and the Orges maw thing they worship is something to do with tyranids. The novel never really said as to whether the marines got there through time travel or just found the planet; as they are said to have go into the eye of terrorEclectic Dreck said:I don't know about a crazy theory, but my suspicion is that Warhammer Fantasy takes place concurrently with Warhammer 40k.
The basic premise is simply that Orks occupy most corners of the galaxy for reasons that 40k never really chooses to explore. It simply seems that, if a planet doesn't have orks, some means will arrive that will allow them to travel to said planet. Furthermore, the Eldar of 40k are, for all intents and purpose, just Space Elves (unless they're dark Eldar in which case they are simply really Evil Space Elves) and they once controlled much of the galaxy until the fall (and the opening of the eye of terror along with the birth of Slaanesh). Given the enormous length of time between the fall and the current 40k setting, it seems reasonable that there was some isolated world of their empire that simply was not annihilated during the fall proper, largely thanks to competing powers. Supposing the webway access to said world collapsed for some reason (it doesn't really matter what that reason is), survival Eldar would be without the extremely advanced technology of their race and it seems reasonable that they would be forced to step back in technology simply to survive. The presence of humans is easy enough to explain: thanks to widespread colonization of the galaxy more than 10,000 years before the 40k timeline, people ended up on most planets that could support human life. During the crusade that resulted in the Imperium of Man and the Heresy, most of these planets were placed under the heel of the Immortal Emperor but, even according to the 40k fluff, the level of technological sophistication varies immensely and some are even described as "feudal". As for dwarves, that could simply be an example of mutation of humans or they might even be the native residents of the planet while Humans, Eldar and Orks are aliens. A notable problem here is that if said planet is a known part of the Imperium, it is only a matter of time before a crusade is launched that would exterminate at least the elves, probably the dwarves and, quite likely, most of the humans for collaborating with the same, and that's assuming Exterminatus was not enacted given the heavy Chaos presence on the world.
While the official
*edit* this theory probably shouldn't be here as was once cannon and still is possible cannon as GW haven't denied anytihng yet.
http://warhammer40k.wikia.com/wiki/Warhammer_Fantasy